Anic Equity¶

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Total return since start: 0.604 %¶

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Equity now: -----------------------------> 48998.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44937.65 Kr¶

PnL: ---------------------------------------> -118.35 Kr¶

DD now: ---------------------------------> -7.759 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:08:09.579263'

Anic Portfolio¶

Today¶

Return: 0.257 %¶

This Week¶

Return: -0.617 %¶

Total portfolio value¶

Return including deposits: 60.41 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.160000 1663.560000 194.560000 13.240000 1468.999998
Sedana Medical 93 1.880000 2617.020000 96.020000 3.810000 2521.000011
Orrön Energy 180 3.410000 2126.700000 83.700000 4.100000 2043.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Atrium Ljungberg B 5 0.370000 956.000000 21.000000 2.250000 935.000000
Sagax B 4 0.370000 870.000000 16.000000 1.870000 854.000000
Catena 2 0.600000 808.000000 16.000000 2.020000 792.000000
Platzer Fastigheter Holding B 12 0.000000 969.600000 8.600000 0.890000 960.999996
JM 6 -0.890000 870.000000 6.000000 0.690000 864.000000
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Gränges 9 0.580000 933.300000 5.300000 0.570000 927.999999
Byggmax Group 33 0.620000 958.980000 2.980000 0.310000 956.000001
BioGaia B 8 -0.170000 932.800000 2.800000 0.300000 930.000000
Biotage 7 0.000000 942.900000 1.900000 0.200000 940.999997
Hexatronic Group 12 0.000000 968.160000 1.160000 0.120000 966.999996
Clas Ohlson B 12 -0.120000 973.200000 0.200000 0.020000 972.999996
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
AcadeMedia 8 0.000000 400.800000 -1.200000 -0.300000 402.000000
ASSA ABLOY B 3 -0.430000 772.500000 -6.500000 -0.830000 779.000001
EQT 4 -0.480000 824.000000 -8.000000 -0.960000 832.000000
HEXPOL B 9 -1.490000 1012.500000 -8.500000 -0.830000 1020.999996
SKF B 5 -0.110000 931.000000 -9.000000 -0.960000 940.000000
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
OX2 13 -0.280000 937.950000 -12.050000 -1.270000 949.999999
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Addnode Group B 11 -2.440000 879.450000 -41.550000 -4.510000 921.000003
Vitec Software Group B 2 -0.190000 1040.000000 -47.000000 -4.320000 1087.000000
Indutrade 5 0.520000 1167.000000 -51.000000 -4.190000 1218.000000
Bufab 3 -0.910000 1043.400000 -65.600000 -5.920000 1109.000001
Hexagon B 26 -0.040000 3389.100000 -71.900000 -2.080000 3461.000010
BHG Group 97 1.150000 1370.610000 -88.390000 -6.060000 1458.999989
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 44928.840000 -127.160000 -7.7731% 45056.000411

Updated:¶

'2023-07-04 09:06:57.876876'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶